CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9609 |
0.9623 |
0.0014 |
0.1% |
0.9672 |
| High |
0.9632 |
0.9641 |
0.0009 |
0.1% |
0.9674 |
| Low |
0.9607 |
0.9590 |
-0.0017 |
-0.2% |
0.9560 |
| Close |
0.9623 |
0.9598 |
-0.0025 |
-0.3% |
0.9632 |
| Range |
0.0025 |
0.0051 |
0.0026 |
104.0% |
0.0114 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
1.7% |
0.0000 |
| Volume |
259 |
124 |
-135 |
-52.1% |
1,323 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9763 |
0.9731 |
0.9626 |
|
| R3 |
0.9712 |
0.9680 |
0.9612 |
|
| R2 |
0.9661 |
0.9661 |
0.9607 |
|
| R1 |
0.9629 |
0.9629 |
0.9603 |
0.9620 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9605 |
| S1 |
0.9578 |
0.9578 |
0.9593 |
0.9569 |
| S2 |
0.9559 |
0.9559 |
0.9589 |
|
| S3 |
0.9508 |
0.9527 |
0.9584 |
|
| S4 |
0.9457 |
0.9476 |
0.9570 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9964 |
0.9912 |
0.9695 |
|
| R3 |
0.9850 |
0.9798 |
0.9663 |
|
| R2 |
0.9736 |
0.9736 |
0.9653 |
|
| R1 |
0.9684 |
0.9684 |
0.9642 |
0.9653 |
| PP |
0.9622 |
0.9622 |
0.9622 |
0.9607 |
| S1 |
0.9570 |
0.9570 |
0.9622 |
0.9539 |
| S2 |
0.9508 |
0.9508 |
0.9611 |
|
| S3 |
0.9394 |
0.9456 |
0.9601 |
|
| S4 |
0.9280 |
0.9342 |
0.9569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9641 |
0.9560 |
0.0081 |
0.8% |
0.0044 |
0.5% |
47% |
True |
False |
246 |
| 10 |
0.9675 |
0.9560 |
0.0115 |
1.2% |
0.0039 |
0.4% |
33% |
False |
False |
215 |
| 20 |
0.9775 |
0.9560 |
0.0215 |
2.2% |
0.0041 |
0.4% |
18% |
False |
False |
166 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
50% |
False |
False |
133 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
50% |
False |
False |
109 |
| 80 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0035 |
0.4% |
57% |
False |
False |
98 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
57% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9858 |
|
2.618 |
0.9775 |
|
1.618 |
0.9724 |
|
1.000 |
0.9692 |
|
0.618 |
0.9673 |
|
HIGH |
0.9641 |
|
0.618 |
0.9622 |
|
0.500 |
0.9616 |
|
0.382 |
0.9609 |
|
LOW |
0.9590 |
|
0.618 |
0.9558 |
|
1.000 |
0.9539 |
|
1.618 |
0.9507 |
|
2.618 |
0.9456 |
|
4.250 |
0.9373 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9616 |
0.9605 |
| PP |
0.9610 |
0.9603 |
| S1 |
0.9604 |
0.9600 |
|